1209.2401 (Hong-Li Zeng et al.)

Maximum likelihood reconstruction for Ising models with asynchronous
updates    [PDF]

Hong-Li Zeng, Mikko Alava, Erik Aurell, John Hertz, Yasser Roudi

We describe how the couplings in a non-equilibrium Ising model can be inferred from observing the model history. Two cases of an asynchronous update scheme are considered: one in which we know both the spin history and the update times (times at which an attempt was made to flip a spin) and one in which we only know the spin history (i.e., the times at which spins were actually flipped). In both cases, maximizing the likelihood of the data leads to exact learning rules for the couplings in the model. For the first case, we show that one can average over all possible choices of update times to obtain a learning rule that depends only on spin correlations and not on the specific spin history. For the second case, the same rule can be derived within a further decoupling approximation. We study all methods numerically for fully asymmetric Sherrington-Kirkpatrick models, varying the data length, system size, temperature, and external field. Good convergence is observed in accordance with the theoretical expectations.

View original: http://arxiv.org/abs/1209.2401